@BillP is right, it will be probably more convenient(and a learning experience) to use to mchp boards.
-- Do you have some other project specifications on what and why do you need to use SPI to communicate at 6Mhz? A better understanding of this could help us to make a better recommendation.
--It is not trivial to set up and use the PIC32 Harmony framework, let alone the ethernet stack. Maybe an explanation of why do you want to use ethernet in the first place? Maybe you can do this with a simpler processor such as a pic24/dspic
Either ways, this is what I would do..
--Use the microchip loopback example and try to see how that is doing stuff. Harmony has it in \apps\examples\peripheral\spi\spi_loopback
--Have the arduino output SPI and use a logic analyzer to make sure it is outputting everything at the right baud etc
--Use the PIC32 to read it.
This is what I found in the harmony help file --> https://imgur.com/a/S6uBI
Either ways, harmony is not something that is extremely easy to use as compared to the Arduino. So I would try blinking an LED first and maybe playing around with the curiosity board and try to understand how the harmony stack works.. Their is a HAL layer, application layer, middleware and a bunch of things.
Best of luck.